Memories of the Gold Foreign Exchange Market Based on a Moving V-Statistic and Wavelet-Based Multiresolution Analysis
Memory in finance is the foundation of a well-established forecasting model, and new financial theory research shows that the stochastic memory model depends on different time windows. To accurately identify the multivariate long memory model in the financial market, this paper proposes the concept...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2018-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2018/3051632 |
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